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Alexander J. McNeil

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Journal Articles

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2022
[j5]
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Alexander J. McNeil, Johanna Neslehová, Andrew D. Smith:
On attainability of Kendall's tau matrices and concordance signatures. J. Multivar. Anal. 191: 105033 (2022)
2019
[j4]
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Johanna Neslehová, Anne-Laure Fougères, Alexander J. McNeil, Matthias Scherer:
Editorial for the Special Issue on dependence models. J. Multivar. Anal. 172: 1-4 (2019)
2016
[j3]
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Emanuele Giorgi, Alexander J. McNeil:
On the computation of multivariate scenario sets for the skew-t and generalized hyperbolic families. Comput. Stat. Data Anal. 100: 205-220 (2016)
2012
[j2]
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Marius Hofert, Martin Mächler, Alexander J. McNeil:
Likelihood inference for Archimedean copulas in high dimensions under known margins. J. Multivar. Anal. 110: 133-150 (2012)
2010
[j1]
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Alexander J. McNeil, Johanna Neslehová:
From Archimedean to Liouville copulas. J. Multivar. Anal. 101(8): 1772-1790 (2010)

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